They've always done weather well.. and V's location allows them to pull out all the stops and have everything from blue sky and sunshine to severe thunderstorms.
Couple of things I've noted:
-wind is present and has a lot more effect on scenes, even throwing up sand sprays on the beach
-nighttime looks way, way better than IV and RDR even. It's a lot darker and at the same time more nuanced. The city in the rain at night is going to be sight to behold and probably the prettiest thing you'll ever see on your old console.
But thinking about weather really makes me wonder about the timescale. That's the only thing I'm still really curious about. I really liked RDR's longer cycle, making this possible:
RDR storms are long-lived and are excellent, and there seems to be a kind of darkening buildup before they start, really nice.
IV's cycle was too short, even for that game. It was comical. Taking Roman bowling was annoying especially if you consider it could take up like 10 in-game hours..